Kristofer Björnström

Current

• Risk analyst at Sveriges Riksbank

Education

• Linköpings universitet
• The University of Salford

Connections

12 connections

Industry

Banking

Kristofer Björnström’s Summary

Kristofer Björnström’s Specialties:

VBA, Matlab, RiskManager 3.8, SimCorp Dimension, Value at Risk calculations.

Kristofer Björnström’s Experience

• Risk analyst

  Sveriges Riksbank

  (Government Agency; Banking industry)

  June 2009 — Present (1 year 4 months)

  My main field is market risk but I've worked with both credit and liquidity risk as well within different projects. Examples of what I've accomplished:
  
  - Calculated new haircuts for accepted collateral in the RIX payment system.
  - Developed the principles for validation of Value at Risk (VaR) at the Riksbank and been in charge of validating VaR-numbers for market risk.
  - Developed different stress tests for market risk.
  - Contributed to the development of the Riksbank's Economic Capital calculation.
  - Been in charge of the market risk figures for the regular risk report to the Executive Board.
  - Written several risk analyses with regard to market, credit and liquidity risks.

Kristofer Björnström’s Education

• Linköpings universitet

  MSc , Economics, Finance , 2005 — 2009

  Activities and Societies:

  ELIN - Business & Economics Society

• The University of Salford

  Finance 2008 — 2008

  Exchange semester during the winter / spring of 2008 in Manchester.

Additional Information

Kristofer Björnström’s Groups:

•    Linköping University Alumni

Kristofer Björnström’s Contact Settings

Interested In:

• career opportunities
• job inquiries
• expertise requests
• reference requests
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